"Here's what I always respected about Nicky: Before Entourage I was living in a one-bedroom apartment – a broke kid from Long Island – and we got together when I had nothing to offer her," Connolly tells the October issue of Playboy.

That was then. As for now, says Connolly, 34, "We're still friends, and we still hang in the same circles. But the paparazzi aren't hanging out in front of my house anymore. When I was dating Nicky one thing I said was, 'Nothing's worse than being chased by paparazzi who aren't trying to take a picture of you.' "

A product of a blue-collar upbringing, Connolly, also like his character Eric Murphy (aka "E"), moved to Los Angeles and fell in with a group of high-aspiring movers and shakers.

"We had our own fraternity," he recalls, "doing our fair share of a whole lot of nothing, hanging in our actors' flophouse in the [San Fernando] Valley with the same actor guys I hang with now: Tobey Maguire, Leonardo DiCaprio, Lukas Haas and Ethan Suplee. We lived on cheap pizza and pasta – a house of out-of-work actors trying to take care of one another. Leo was the first in our group to pop – more like explode – with an Oscar nomination at 19."

Rooming with Spider-Man

Then, "Just when I thought life couldn't get any weirder, I walked into Tobey's trailer and he was wearing the Spidey suit."

When it comes to how fame altered his dating life, Connolly says: "I met an attorney, about my age, and I was thinking, 'Okay, this girl is hot.' We were out for dinner, and almost the first words out of her mouth were, 'I haven't seen your show. I hope that's not a problem.' "

The social situation only grew worse. "Then, over dinner, she called me Eric three times. The first time I thought I was hearing things. The second time she definitely called me Eric. The third time I had to set her straight: 'Oh, by the way, my name's Kevin.' I showed her my license. 'So, you've never seen the show? I play a character named Eric on Entourage, which is an odd coincidence.' It was a weird way for her to start a date. It was a disaster."